Version: 91.1
\[\\[.0005in]\] PARAMETERS
OPTIMIZED
BB.Length.Bollinger.bands.to.Enter and
BB.Number.of.SDs.to.Enter
BEST PARAMETERS
BB.Length.Bollinger.bands.to.Enter = 40
BB.Number.of.SDs.to.Enter = 1.5
Profit
account= 122 (per day adjusted to desire% DD )
Activity = 5.28 (Cumulative number of entries in all pairs
per week)
Desire DD = 10
Profit per day standardized to the
desire percent dropdown
Exclude pairs that when
standardized to DD enter with less than $1,000 and pairs that fail to
enter once a week
Capping pairs profit per day
standardized to a desire percent dropdown
The
figure below is like the one above but capping the profits of all pairs
to a traget of 1%, this avoids biasing the summary results of an account
when only a handful of pairs yield very large profits. This figure
basically trying to provide a sense of the extent to which the strategy
is profitable across pairs.
Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.
Number of pairs that meet 1% profit target
Results for
BB.Length.Bollinger.bands.to.Enter = 40 and
BB.Number.of.SDs.to.Enter =
1.5
| Profit | nDays | MaxDDMoney | nLostEntries | nEntries | nWinTrades | PercDD | X | Y | Pair | DDAccount | DD3Perc | MoneyEntryAdjusted | ProfitAt3Perc | ProfitStan3PercDay | PercentDaysActive | FailByAmount | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 42 | 12941.94 | 775.16 | 1988.01 | 5 | 109 | 92 | -6.6 | 40 | 1.5 | EURGBP | 6.62670 | 150.9046735 | 45271.40206 | 19529.992 | 25.194789 | 0.1406161 | No |
| 117 | 158788.07 | 850.04 | 26321.90 | 7 | 493 | 350 | -87.7 | 40 | 1.5 | GBPJPY | 87.73967 | 11.3973535 | 3419.20606 | 18097.638 | 21.290337 | 0.5799727 | No |
| 17 | 168941.48 | 872.95 | 41265.01 | 8 | 633 | 450 | -137.6 | 40 | 1.5 | AUDUSD | 137.55003 | 7.2700818 | 2181.02455 | 12282.184 | 14.069745 | 0.7251274 | No |
| 167 | 248215.85 | 858.99 | 76506.51 | 9 | 649 | 458 | -255.0 | 40 | 1.5 | NZDUSD | 255.02170 | 3.9212349 | 1176.37048 | 9733.127 | 11.330896 | 0.7555385 | No |
| 267 | 988502.30 | 869.88 | 323885.46 | 10 | 817 | 568 | -1079.6 | 40 | 1.5 | XAUUSD | 1079.61820 | 0.9262534 | 277.87601 | 9156.036 | 10.525631 | 0.9392100 | Yes |
| 92 | 135985.28 | 823.69 | 47071.74 | 8 | 291 | 200 | -156.9 | 40 | 1.5 | EURUSD | 156.90580 | 6.3732507 | 1911.97521 | 8666.683 | 10.521777 | 0.3532883 | No |
| 67 | 107562.38 | 845.92 | 38610.40 | 7 | 382 | 270 | -128.7 | 40 | 1.5 | EURJPY | 128.70133 | 7.7699273 | 2330.97818 | 8357.519 | 9.879798 | 0.4515793 | No |
| 142 | 102826.61 | 853.11 | 39701.59 | 8 | 380 | 282 | -132.3 | 40 | 1.5 | GBPUSD | 132.33863 | 7.5563724 | 2266.91173 | 7769.962 | 9.107807 | 0.4454291 | No |
| 217 | 216709.45 | 864.54 | 147895.19 | 8 | 254 | 168 | -493.0 | 40 | 1.5 | USDCHF | 492.98397 | 2.0284635 | 608.53906 | 4395.872 | 5.084637 | 0.2937979 | Yes |
| 242 | 2313371.46 | 861.78 | 3159704.44 | 11 | 375 | 239 | -10532.3 | 40 | 1.5 | USDJPY | 10532.34813 | 0.0949456 | 28.48368 | 2196.444 | 2.548730 | 0.4351459 | Yes |
| 192 | 484931.98 | 852.29 | 777972.00 | 12 | 228 | 172 | -2593.2 | 40 | 1.5 | USDCAD | 2593.24000 | 0.3856180 | 115.68540 | 1869.985 | 2.194071 | 0.2675146 | Yes |
Results by pair
\[\\[.005in]\]Results by pair capped to desired 1% profit This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits
\[\\[.005in]\]Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.
\[\\[.005in]\]| Parameter | Value | |
|---|---|---|
| 3 | Name.for.robot | CloseBackBBPPO |
| 4 | Source | close |
| 5 | Starting.account.balance | 30 000 |
| 6 | Enter.with.this.Percent.of.account.balance | 100 |
| 7 | Minimum.profit.take | 0.2 |
| 8 | Profit.Take.Extension.Factor..PTEF.. | 0.2 |
| 9 | Dilute.retake.by.this.fraction | 1 |
| 10 | Percent.price.extention.to.re.enter | 10 |
| 11 | BB.Length.Bollinger.bands.to.Enter | 45 |
| 12 | BB.Number.of.SDs.to.Enter | 2.5 |
| 13 | Reversal.Direction.FastBLAI | True |
| 14 | BLAI.Timeframe | 1 hour |
| 15 | BLAI.length | 12 |
| 16 | Reversal.Direction.SlowBLAI | False |
| 17 | BLAISlow.Timeframe | 1 hour |
| 18 | BLAISlow.length | 12 |
| 19 | Reversal.Positioning.PPO | True |
| 20 | PPOthreshold | -0.4 |
| 21 | PPO.Entry.Timeframe | 5 minutes |
| 22 | PPO.Entry.type.of.fast.moving.average | Jurik |
| 23 | PPO.Entry.Fast.Length | 4 |
| 24 | PPO.Entry.type.of.slow.moving.average | SMA |
| 25 | PPO.Entry.Slow.Length | 300 |
| 26 | BB.Exit.length | 25 |
| 27 | BB.Exit.number.of.SDs | 1 |